If there were a way for an application to say,
"Hey, I don't want to be constrained by the normal rules
that apply to your everyday boring applications,"
then every application would simply say it,
and the net effect would be that the constraint
no longer applies to anybody.

Task Manager conforms to the normal rules for GUI programs
because
if it marked itself as special,
soon everybody would mark themselves as special in order
to get the same special treatment.
(Besides, the special treatment doesn't help Task Manager at all,
since Task Manager doesn't create 10,000 handles.
The specific issue in the comment is not something Task Manager
even knows that it needs to opt out of.
All it did was call CreateWindow;
Task Manager shouldn't need to know about the internal implementation of
CreateWindow.)